Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 50.01% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,150 | 2,987,150 | 44,807 CHF | 74,682 CHF | 98.83% | 98.83% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,280 | 2,987,280 | 29,873 CHF | 59,746 CHF | 97.66% | 97.66% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
03/05/2024 | 54.47% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 40,788 CHF | 70,664 CHF | 100.00% | 100.00% |
02/05/2024 | 51.30% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 43,641 CHF | 73,517 CHF | 100.00% | 100.00% |
30/04/2024 | 64.06% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,986,760 | 2,986,760 | 32,236 CHF | 62,113 CHF | 100.00% | 100.00% |
29/04/2024 | 66.68% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,120 | 2,987,120 | 29,871 CHF | 59,747 CHF | 100.00% | 100.00% |
26/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,600 | 2,987,600 | 29,876 CHF | 59,752 CHF | 99.63% | 99.63% |
25/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
24/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 29,876 CHF | 59,753 CHF | 99.79% | 99.79% |